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Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies (International Series in Operations Research & Management Science)

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 | #7047888 in Books |  2011-09-15 | Original language:English | PDF # 1 |  9.49 x1.18 x6.37l,1.71 | File type: PDF | 476 pages

||From the Back Cover||This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scient

This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years to facilitate the growing penetration of stochastic programming techniques in real-world applications, inducing a significant advance over a large spectrum of complex decision ...

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